Computational Management Science / Springer
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
20
Impact Factor (IF)
0.41
5 Years IF
0.31
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
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trace new citations] [Missing
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2003 | 0 | 0.43 | 0 | 0 | 5 | 5 | 24 | 1 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2004 | 0 | 0.47 | 0.12 | 0 | 12 | 17 | 64 | 1 | 3 | 5 | 5 | 0 | 1 | 0.08 | 0.21 | |||
| 2005 | 0.12 | 0.5 | 0.11 | 0.12 | 21 | 38 | 187 | 3 | 7 | 17 | 2 | 17 | 2 | 0 | 1 | 0.05 | 0.23 | |
| 2006 | 0.21 | 0.49 | 0.14 | 0.21 | 21 | 59 | 141 | 8 | 15 | 33 | 7 | 38 | 8 | 0 | 0 | 0.22 | ||
| 2007 | 0.21 | 0.44 | 0.21 | 0.24 | 18 | 77 | 102 | 15 | 31 | 42 | 9 | 59 | 14 | 0 | 0 | 0.2 | ||
| 2008 | 0.18 | 0.47 | 0.2 | 0.19 | 20 | 97 | 298 | 19 | 50 | 39 | 7 | 77 | 15 | 1 | 5.3 | 2 | 0.1 | 0.22 |
| 2009 | 0.21 | 0.46 | 0.21 | 0.26 | 29 | 126 | 132 | 25 | 76 | 38 | 8 | 92 | 24 | 0 | 0 | 0.23 | ||
| 2010 | 0.16 | 0.46 | 0.27 | 0.24 | 21 | 147 | 73 | 38 | 116 | 49 | 8 | 109 | 26 | 1 | 2.6 | 1 | 0.05 | 0.2 |
| 2011 | 0.1 | 0.51 | 0.34 | 0.28 | 21 | 168 | 216 | 56 | 173 | 50 | 5 | 109 | 31 | 10 | 17.9 | 0 | 0.24 | |
| 2012 | 0.36 | 0.5 | 0.46 | 0.46 | 28 | 196 | 148 | 91 | 264 | 42 | 15 | 109 | 50 | 5 | 5.5 | 3 | 0.11 | 0.21 |
| 2013 | 0.43 | 0.54 | 0.51 | 0.44 | 20 | 216 | 257 | 109 | 374 | 49 | 21 | 119 | 52 | 8 | 7.3 | 6 | 0.3 | 0.24 |
| 2014 | 0.73 | 0.53 | 0.63 | 0.54 | 28 | 244 | 106 | 154 | 528 | 48 | 35 | 119 | 64 | 7 | 4.5 | 3 | 0.11 | 0.22 |
| 2015 | 0.5 | 0.53 | 0.49 | 0.54 | 30 | 274 | 129 | 134 | 662 | 48 | 24 | 118 | 64 | 5 | 3.7 | 4 | 0.13 | 0.22 |
| 2016 | 0.14 | 0.5 | 0.57 | 0.5 | 21 | 295 | 97 | 169 | 831 | 58 | 8 | 127 | 64 | 11 | 6.5 | 2 | 0.1 | 0.2 |
| 2017 | 0.45 | 0.52 | 0.57 | 0.61 | 30 | 325 | 75 | 186 | 1017 | 51 | 23 | 127 | 77 | 10 | 5.4 | 3 | 0.1 | 0.21 |
| 2018 | 0.27 | 0.53 | 0.54 | 0.52 | 27 | 352 | 97 | 189 | 1206 | 51 | 14 | 129 | 67 | 11 | 5.8 | 2 | 0.07 | 0.22 |
| 2019 | 0.39 | 0.54 | 0.53 | 0.41 | 32 | 384 | 79 | 205 | 1411 | 57 | 22 | 136 | 56 | 10 | 4.9 | 5 | 0.16 | 0.21 |
| 2020 | 0.47 | 0.64 | 0.53 | 0.46 | 29 | 413 | 32 | 219 | 1630 | 59 | 28 | 140 | 64 | 16 | 7.3 | 1 | 0.03 | 0.3 |
| 2021 | 0.26 | 0.74 | 0.54 | 0.39 | 24 | 437 | 24 | 237 | 1867 | 61 | 16 | 139 | 54 | 26 | 11 | 0 | 0.27 | |
| 2022 | 0.3 | 0.74 | 0.47 | 0.44 | 27 | 464 | 29 | 219 | 2086 | 53 | 16 | 142 | 62 | 12 | 5.5 | 3 | 0.11 | 0.22 |
| 2023 | 0.27 | 0.7 | 0.36 | 0.32 | 48 | 512 | 45 | 186 | 2272 | 51 | 14 | 139 | 44 | 24 | 12.9 | 5 | 0.1 | 0.2 |
| 2024 | 0.41 | 0.82 | 0.32 | 0.31 | 45 | 557 | 9 | 176 | 2448 | 75 | 31 | 160 | 50 | 22 | 12.5 | 6 | 0.13 | 0.24 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Loulou, Richard ; Labriet, Maryse. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40. Full description at Econpapers || Download paper | 192 |
| 2 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation. (2008). Loulou, Richard. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:41-66. Full description at Econpapers || Download paper | 142 |
| 3 | 2005 | Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Fukushima, Masao ; Pang, Jong-Shi. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56. Full description at Econpapers || Download paper | 118 |
| 4 | 2013 | Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186. Full description at Econpapers || Download paper | 97 |
| 5 | 2013 | Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211. Full description at Econpapers || Download paper | 64 |
| 6 | 2011 | Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Watson, Jean-Paul ; Woodruff, David. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370. Full description at Econpapers || Download paper | 54 |
| 7 | 2015 | Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Paterlini, Sandra ; Fastrich, B.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434. Full description at Econpapers || Download paper | 40 |
| 8 | 2012 | Real options analysis of investment in carbon capture and sequestration technology. (2012). Heydari, Somayeh ; Ovenden, Nick ; Siddiqui, Afzal. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138. Full description at Econpapers || Download paper | 38 |
| 9 | 2009 | Scenario tree reduction for multistage stochastic programs. (2009). Romisch, Werner ; Heitsch, Holger. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:117-133. Full description at Econpapers || Download paper | 38 |
| 10 | 2008 | GEMINI-E3, a general equilibrium model of internationalânational interactions between economy, energy and the environment. (2008). Vielle, Marc ; Bernard, Alain. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:3:p:173-206. Full description at Econpapers || Download paper | 37 |
| 11 | 2012 | Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Yu, Min ; Nagurney, Anna ; Masoumi, Amir . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231. Full description at Econpapers || Download paper | 36 |
| 12 | 2014 | Multi-horizon stochastic programming. (2014). Fodstad, Marte ; Hellemo, Lars ; Midthun, Kjetil ; Tomasgard, Asgeir ; Werner, Adrian ; Kaut, Michal. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:179-193. Full description at Econpapers || Download paper | 34 |
| 13 | 2006 | Integrated Chance Constraints: Reduced Forms and an Algorithm. (2006). Haneveld, Willem ; Vlerk, Maarten . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:245-269. Full description at Econpapers || Download paper | 34 |
| 14 | 2006 | Computational aspects of minimizing conditional value-at-risk. (2006). Mayer, Janos ; Kunzi-Bay, Alexandra. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:1:p:3-27. Full description at Econpapers || Download paper | 31 |
| 15 | 2004 | Finding the optimal solution to the Huff based competitive location model. (2004). Drezner, Zvi. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:2:p:193-208. Full description at Econpapers || Download paper | 30 |
| 16 | 2006 | Leader-Follower Equilibria for Electric Power and NO x Allowances Markets. (2006). Hobbs, Benjamin ; Chen, Yihsu ; Munson, Todd ; Leyffer, Sven. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:307-330. Full description at Econpapers || Download paper | 30 |
| 17 | 2011 | Multiobjective optimization using differential evolution for real-world portfolio optimization. (2011). Paterlini, Sandra ; Krink, Thiemo. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:157-179. Full description at Econpapers || Download paper | 28 |
| 18 | 2011 | On the role of norm constraints in portfolio selection. (2011). Gotoh, Jun-Ya ; Takeda, Akiko. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353. Full description at Econpapers || Download paper | 26 |
| 19 | 2008 | Linking energy system and macroeconomic growth models. (2008). Edenhofer, Ottmar ; Kypreos, Socrates ; Bauer, Nico. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:95-117. Full description at Econpapers || Download paper | 25 |
| 20 | 2016 | Decomposition for adjustable robust linear optimization subject to uncertainty polytope. (2016). Poss, Michael ; Ayoub, Josette . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-016-0249-2. Full description at Econpapers || Download paper | 22 |
| 21 | 2005 | Partitioning procedures for solving mixed-variables programming problems. (2005). Benders, J.. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:3-19. Full description at Econpapers || Download paper | 20 |
| 22 | 2011 | Restricted generalized Nash equilibria and controlled penalty algorithm. (2011). Fukushima, Masao. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:3:p:201-218. Full description at Econpapers || Download paper | 20 |
| 23 | 2009 | Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2009). Fukushima, Masao ; Pang, Jong-Shi. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:3:p:373-375. Full description at Econpapers || Download paper | 19 |
| 24 | 2007 | Numerical solutions to coupled-constraint (or generalised Nash) equilibrium problems. (2007). Krawczyk, Jacek. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:183-204. Full description at Econpapers || Download paper | 19 |
| 25 | 2012 | An approximate dynamic programming framework for modeling global climate policy under decision-dependent uncertainty. (2012). Parpas, Panos ; Santen, Nidhi ; Webster, Mort. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:3:p:339-362. Full description at Econpapers || Download paper | 19 |
| 26 | 2013 | Ecological-economic modelling for the sustainable management of biodiversity. (2013). PEREAU, Jean-Christophe ; Mouysset, Lauriane ; Doyen, Luc ; J.-C. Pereau, ; Jiguet, F. ; Blanchard, F. ; Gourguet, S. ; Bene, C. ; Cisse, A. ; P.-Y. Hardy, ; Thebaud, O.. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:353-364. Full description at Econpapers || Download paper | 18 |
| 27 | 2015 | A scalable solution framework for stochastic transmission and generation planning problems. (2015). Watson, Jean-Paul ; Munoz, Francisco . In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:4:p:491-518. Full description at Econpapers || Download paper | 18 |
| 28 | 2011 | Dynamic modeling of mean-reverting spreads for statistical arbitrage. (2011). Triantafyllopoulos, Kostas ; Montana, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:23-49. Full description at Econpapers || Download paper | 18 |
| 29 | 2010 | An exact solution framework for a broad class of vehicle routing problems. (2010). Roberti, Roberto ; Baldacci, Roberto ; Bartolini, Enrico ; Mingozzi, Aristide. In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:3:p:229-268. Full description at Econpapers || Download paper | 18 |
| 30 | 2011 | Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Fleten, Stein-Erik ; Faria, Eduardo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101. Full description at Econpapers || Download paper | 18 |
| 31 | 2018 | The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6. Full description at Econpapers || Download paper | 18 |
| 32 | 2006 | Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting. (2006). Gavrishchaka, Valeriy ; Banerjee, Supriya . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:2:p:147-160. Full description at Econpapers || Download paper | 17 |
| 33 | 2015 | Linear vs. quadratic portfolio selection models with hard real-world constraints. (2015). Cesarone, Francesco ; Tardella, Fabio ; Scozzari, Andrea. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:345-370. Full description at Econpapers || Download paper | 17 |
| 34 | 2013 | Computational study of the US stock market evolution: a rank correlation-based network model. (2013). Boginski, Vladimir ; Butenko, Sergiy ; Shirokikh, Oleg ; Pastukhov, Grigory. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:81-103. Full description at Econpapers || Download paper | 17 |
| 35 | 2003 | Pricing early exercise contracts in incomplete markets. (2003). ZARIPHOPOULOU, T. ; Oberman, A.. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2003:i:1:p:75-107. Full description at Econpapers || Download paper | 16 |
| 36 | 2018 | Decision-dependent probabilities in stochastic programs with recourse. (2018). Barton, Paul I ; Hellemo, Lars ; Tomasgard, Asgeir. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0330-0. Full description at Econpapers || Download paper | 16 |
| 37 | 2008 | An oracle based method to compute a coupled equilibrium in a model of international climate policy. (2008). Vielle, Marc ; Drouet, Laurent ; Viguier, Laurent ; Vial, Jean-Philippe ; Moresino, Francesco ; Haurie, Alain. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:119-140. Full description at Econpapers || Download paper | 16 |
| 38 | 2016 | Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Wogrin, Sonja ; Hagfors, Lars Ivar ; Bakke, Ida ; Norheim, Beate ; Hagspiel, Verena. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0256-3. Full description at Econpapers || Download paper | 16 |
| 39 | 2005 | Global optimization of mixed-integer bilevel programming problems. (2005). Gumu, Zeynep ; Floudas, Christodoulos . In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:3:p:181-212. Full description at Econpapers || Download paper | 16 |
| 40 | 2007 | Developments in differential game theory and numerical methods: economic and management applications. (2007). Zaccour, Georges ; Jorgensen, Steffen. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:159-181. Full description at Econpapers || Download paper | 15 |
| 41 | 2004 | A hybrid genetic model for the prediction of corporate failure. (2004). Keenan, Peter ; Brabazon, Anthony. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:3:p:293-310. Full description at Econpapers || Download paper | 15 |
| 42 | 2016 | Monotonic bounds in multistage mixed-integer stochastic programming. (2016). Bertocchi, Marida ; Maggioni, Francesca ; Allevi, Elisabetta. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0254-5. Full description at Econpapers || Download paper | 15 |
| 43 | 2007 | Equity Models in Planar Location. (2007). Drezner, Zvi. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:1:p:1-16. Full description at Econpapers || Download paper | 14 |
| 44 | 2013 | Simultaneous pursuit of out-of-sample performance and sparsity in index tracking portfolios. (2013). Kawahara, Yoshinobu ; Niranjan, Mahesan ; Gotoh, Jun-Ya ; Takeda, Akiko. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:1:p:21-49. Full description at Econpapers || Download paper | 14 |
| 45 | 2022 | ESG score prediction through random forest algorithm. (2022). Damato, Valeria ; Levantesi, Susanna ; Decclesia, Rita. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:2:d:10.1007_s10287-021-00419-3. Full description at Econpapers || Download paper | 13 |
| 46 | 2011 | Shape-based scenario generation using copulas. (2011). Wallace, Stein ; Kaut, Michal. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:181-199. Full description at Econpapers || Download paper | 13 |
| 47 | 2010 | Reformulations and solution algorithms for the maximum leaf spanning tree problem. (2010). MacUlan, Nelson ; Simonetti, Luidi ; Lucena, Abilio. In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:3:p:289-311. Full description at Econpapers || Download paper | 13 |
| 48 | 2013 | Computation of viability kernels: a case study of by-catch fisheries. (2013). Pharo, Alastair ; Krawczyk, Jacek ; Sinclair, Stewart ; Serea, Oana . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:4:p:365-396. Full description at Econpapers || Download paper | 13 |
| 49 | 2013 | Simple measure of similarity for the market graph construction. (2013). Kalyagin, Valery ; Koldanov, Petr ; Pardalos, Panos ; Bautin, Grigory . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:105-124. Full description at Econpapers || Download paper | 13 |
| 50 | 2014 | Network approach for the Russian stock market. (2014). Goldengorin, Boris ; Pardalos, P. ; Koldanov, P. ; Vizgunov, A. ; Kalyagin, V.. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:45-55. Full description at Econpapers || Download paper | 12 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model Part I: Model structure. (2008). Loulou, Richard ; Labriet, Maryse. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:7-40. Full description at Econpapers || Download paper | 25 |
| 2 | 2013 | Assessing interbank contagion using simulated networks. (2013). Kok, Christoffer ; Halaj, Grzegorz ; Haaj, Grzegorz. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:157-186. Full description at Econpapers || Download paper | 14 |
| 3 | 2005 | Quasi-variational inequalities, generalized Nash equilibria, and multi-leader-follower games. (2005). Fukushima, Masao ; Pang, Jong-Shi. In: Computational Management Science. RePEc:spr:comgts:v:2:y:2005:i:1:p:21-56. Full description at Econpapers || Download paper | 12 |
| 4 | 2022 | ESG score prediction through random forest algorithm. (2022). Damato, Valeria ; Levantesi, Susanna ; Decclesia, Rita. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:2:d:10.1007_s10287-021-00419-3. Full description at Econpapers || Download paper | 12 |
| 5 | 2008 | ETSAP-TIAM: the TIMES integrated assessment model. part II: mathematical formulation. (2008). Loulou, Richard. In: Computational Management Science. RePEc:spr:comgts:v:5:y:2008:i:1:p:41-66. Full description at Econpapers || Download paper | 11 |
| 6 | 2015 | Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Paterlini, Sandra ; Fastrich, B.. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434. Full description at Econpapers || Download paper | 9 |
| 7 | 2014 | Multi-horizon stochastic programming. (2014). Fodstad, Marte ; Hellemo, Lars ; Midthun, Kjetil ; Tomasgard, Asgeir ; Werner, Adrian ; Kaut, Michal. In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:1:p:179-193. Full description at Econpapers || Download paper | 8 |
| 8 | 2018 | Decision-dependent probabilities in stochastic programs with recourse. (2018). Barton, Paul I ; Hellemo, Lars ; Tomasgard, Asgeir. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0330-0. Full description at Econpapers || Download paper | 8 |
| 9 | 2016 | Decomposition for adjustable robust linear optimization subject to uncertainty polytope. (2016). Poss, Michael ; Ayoub, Josette . In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:2:d:10.1007_s10287-016-0249-2. Full description at Econpapers || Download paper | 7 |
| 10 | 2015 | Linear vs. quadratic portfolio selection models with hard real-world constraints. (2015). Cesarone, Francesco ; Tardella, Fabio ; Scozzari, Andrea. In: Computational Management Science. RePEc:spr:comgts:v:12:y:2015:i:3:p:345-370. Full description at Econpapers || Download paper | 7 |
| 11 | 2004 | Finding the optimal solution to the Huff based competitive location model. (2004). Drezner, Zvi. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2004:i:2:p:193-208. Full description at Econpapers || Download paper | 6 |
| 12 | 2021 | Scenario generation by selection from historical data. (2021). Kaut, Michal. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:3:d:10.1007_s10287-021-00399-4. Full description at Econpapers || Download paper | 6 |
| 13 | 2013 | Computational study of the US stock market evolution: a rank correlation-based network model. (2013). Boginski, Vladimir ; Butenko, Sergiy ; Shirokikh, Oleg ; Pastukhov, Grigory. In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:81-103. Full description at Econpapers || Download paper | 6 |
| 14 | 2019 | The decision rule approach to optimization under uncertainty: methodology and applications. (2019). Wiesemann, Wolfram ; Kuhn, Daniel ; Georghiou, Angelos. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:4:d:10.1007_s10287-018-0338-5. Full description at Econpapers || Download paper | 6 |
| 15 | 2023 | Why there is no need to use a big-M in linear bilevel optimization: a computational study of two ready-to-use approaches. (2023). Kleinert, Thomas ; Schmidt, Martin. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00435-5. Full description at Econpapers || Download paper | 6 |
| 16 | 2013 | Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes. (2013). Fricke, Daniel ; Lux, Thomas ; Finger, Karl . In: Computational Management Science. RePEc:spr:comgts:v:10:y:2013:i:2:p:187-211. Full description at Econpapers || Download paper | 6 |
| 17 | 2011 | On the role of norm constraints in portfolio selection. (2011). Gotoh, Jun-Ya ; Takeda, Akiko. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:323-353. Full description at Econpapers || Download paper | 6 |
| 18 | 2011 | Progressive hedging innovations for a class of stochastic mixed-integer resource allocation problems. (2011). Watson, Jean-Paul ; Woodruff, David. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:4:p:355-370. Full description at Econpapers || Download paper | 5 |
| 19 | 2022 | American options and stochastic interest rates. (2022). Rotondi, Francesco ; Battauz, Anna. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:4:d:10.1007_s10287-022-00427-x. Full description at Econpapers || Download paper | 5 |
| 20 | 2018 | Asset allocation strategies based on penalized quantile regression. (2018). Paterlini, Sandra ; Caporin, Massimiliano ; Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3. Full description at Econpapers || Download paper | 5 |
| 21 | 2018 | The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market. (2018). Barucca, Paolo ; Lillo, Fabrizio. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0293-6. Full description at Econpapers || Download paper | 5 |
| 22 | 2006 | Support Vector Machine as an Efficient Framework for Stock Market Volatility Forecasting. (2006). Gavrishchaka, Valeriy ; Banerjee, Supriya . In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:2:p:147-160. Full description at Econpapers || Download paper | 5 |
| 23 | 2017 | Novel approaches for portfolio construction using second order stochastic dominance. (2017). Mitra, Gautam ; Roman, Diana ; Valle, Cristiano Arbex. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:2:d:10.1007_s10287-017-0274-9. Full description at Econpapers || Download paper | 5 |
| 24 | 2018 | On capacity expansion planning under strategic and operational uncertainties based on stochastic dominance risk averse management. (2018). Escudero, Laureano F ; Monge, Juan F. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:3:d:10.1007_s10287-018-0318-9. Full description at Econpapers || Download paper | 5 |
| 25 | 2016 | Investment in electric energy storage under uncertainty: a real options approach. (2016). Fleten, Stein-Erik ; Wogrin, Sonja ; Hagfors, Lars Ivar ; Bakke, Ida ; Norheim, Beate ; Hagspiel, Verena. In: Computational Management Science. RePEc:spr:comgts:v:13:y:2016:i:3:d:10.1007_s10287-016-0256-3. Full description at Econpapers || Download paper | 5 |
| 26 | 2011 | Dynamic modeling of mean-reverting spreads for statistical arbitrage. (2011). Triantafyllopoulos, Kostas ; Montana, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:23-49. Full description at Econpapers || Download paper | 4 |
| 27 | 2012 | Regime-switching recurrent reinforcement learning for investment decision making. (2012). Ramtohul, Tikesh ; Maringer, Dietmar. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:89-107. Full description at Econpapers || Download paper | 4 |
| 28 | 2023 | Norm constrained minimum variance portfolios with short selling. (2023). Dhingra, Vrinda ; Gupta, Shiv Kumar ; Sharma, Amita. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00438-2. Full description at Econpapers || Download paper | 4 |
| 29 | 2018 | Determination and estimation of risk aversion coefficients. (2018). Okhrin, Yarema ; Vitlinskyy, Valdemar ; Zabolotskyy, Taras ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:2:d:10.1007_s10287-018-0317-x. Full description at Econpapers || Download paper | 4 |
| 30 | 2019 | Calibration of one-factor and two-factor HullâWhite models using swaptions. (2019). Russo, Vincenzo ; Torri, Gabriele. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0323-z. Full description at Econpapers || Download paper | 4 |
| 31 | 2020 | Scenario tree construction driven by heuristic solutions of the optimization problem. (2020). Wallace, Stein ; Prochazka, Vit. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:2:d:10.1007_s10287-020-00369-2. Full description at Econpapers || Download paper | 4 |
| 32 | 2012 | Supply chain network operations management of a blood banking system with cost and risk minimization. (2012). Yu, Min ; Nagurney, Anna ; Masoumi, Amir . In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:2:p:205-231. Full description at Econpapers || Download paper | 4 |
| 33 | 2019 | Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study. (2019). Consigli, Giorgio ; Mastrogiacomo, Elisa ; Hitaj, Asmerilda. In: Computational Management Science. RePEc:spr:comgts:v:16:y:2019:i:1:d:10.1007_s10287-018-0333-x. Full description at Econpapers || Download paper | 4 |
| 34 | 2012 | Real options analysis of investment in carbon capture and sequestration technology. (2012). Heydari, Somayeh ; Ovenden, Nick ; Siddiqui, Afzal. In: Computational Management Science. RePEc:spr:comgts:v:9:y:2012:i:1:p:109-138. Full description at Econpapers || Download paper | 4 |
| 35 | 2003 | Pricing early exercise contracts in incomplete markets. (2003). ZARIPHOPOULOU, T. ; Oberman, A.. In: Computational Management Science. RePEc:spr:comgts:v:1:y:2003:i:1:p:75-107. Full description at Econpapers || Download paper | 3 |
| 36 | 2011 | Day-ahead market bidding for a Nordic hydropower producer: taking the Elbas market into account. (2011). Fleten, Stein-Erik ; Faria, Eduardo . In: Computational Management Science. RePEc:spr:comgts:v:8:y:2011:i:1:p:75-101. Full description at Econpapers || Download paper | 3 |
| 37 | 2014 | On distributionally robust multiperiod stochastic optimization. (2014). Pflug, Georg ; Analui, Bita . In: Computational Management Science. RePEc:spr:comgts:v:11:y:2014:i:3:p:197-220. Full description at Econpapers || Download paper | 3 |
| 38 | 2022 | Predictive stochastic programming. (2022). Deng, Yunxiao ; Sen, Suvrajeet. In: Computational Management Science. RePEc:spr:comgts:v:19:y:2022:i:1:d:10.1007_s10287-021-00400-0. Full description at Econpapers || Download paper | 3 |
| 39 | 2006 | Leader-Follower Equilibria for Electric Power and NO x Allowances Markets. (2006). Hobbs, Benjamin ; Chen, Yihsu ; Munson, Todd ; Leyffer, Sven. In: Computational Management Science. RePEc:spr:comgts:v:3:y:2006:i:4:p:307-330. Full description at Econpapers || Download paper | 3 |
| 40 | 2023 | Problem-driven scenario clustering in stochastic optimization. (2023). Rei, Walter ; Keutchayan, Julien ; Ortmann, Janosch. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00446-2. Full description at Econpapers || Download paper | 3 |
| 41 | 2023 | A bilevel approach to ESG multi-portfolio selection. (2023). Sagratella, Simone ; Lampariello, Lorenzo ; Ricci, Jacopo Maria ; Cesarone, Francesco ; Merolla, Davide ; Sasso, Valerio Giuseppe. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00458-y. Full description at Econpapers || Download paper | 3 |
| 42 | 2023 | A fast Monte Carlo scheme for additive processes and option pricing. (2023). Baviera, Roberto ; Azzone, Michele. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00463-1. Full description at Econpapers || Download paper | 3 |
| 43 | 2007 | Algorithms for computing Nash equilibria in deterministic LQ games. (2007). Engwerda, Jacob. In: Computational Management Science. RePEc:spr:comgts:v:4:y:2007:i:2:p:113-140. Full description at Econpapers || Download paper | 3 |
| 44 | 2017 | Implied volatility and state price density estimation: arbitrage analysis. (2017). Tich, Toma ; Vitali, Sebastiano ; Hendrych, Radek ; Kopa, Milo. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0283-8. Full description at Econpapers || Download paper | 3 |
| 45 | 2021 | Single cut and multicut stochastic dual dynamic programming with cut selection for multistage stochastic linear programs: convergence proof and numerical experiments. (2021). Guigues, Vincent ; Bandarra, Michelle. In: Computational Management Science. RePEc:spr:comgts:v:18:y:2021:i:2:d:10.1007_s10287-021-00387-8. Full description at Econpapers || Download paper | 3 |
| 46 | 2009 | Exploiting structure in parallel implementation of interior point methods for optimization. (2009). Gondzio, Jacek ; Grothey, Andreas. In: Computational Management Science. RePEc:spr:comgts:v:6:y:2009:i:2:p:135-160. Full description at Econpapers || Download paper | 3 |
| 47 | 2017 | Robust optimization of uncertain multistage inventory systems with inexact data in decision rules. (2017). Brekelmans, Ruud ; Hertog, Dick ; Ben-Tal, Aharon. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0253-6. Full description at Econpapers || Download paper | 3 |
| 48 | 2017 | On the impact of conditional expectation estimators in portfolio theory. (2017). Tich, Toma ; Ortobelli, Sergio ; Kouaissah, Noureddine. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:4:d:10.1007_s10287-017-0282-9. Full description at Econpapers || Download paper | 3 |
| 49 | 2010 | A maximal predictability portfolio using absolute deviation reformulation. (2010). Morita, Yuuhei ; Yamamoto, Rei ; Konno, Hiroshi. In: Computational Management Science. RePEc:spr:comgts:v:7:y:2010:i:1:p:47-60. Full description at Econpapers || Download paper | 3 |
| 50 | 2017 | Robust shift generation in workforce planning. (2017). Nuijten, Wim ; Hulst, Dori ; Hertog, Dick. In: Computational Management Science. RePEc:spr:comgts:v:14:y:2017:i:1:d:10.1007_s10287-016-0265-2. Full description at Econpapers || Download paper | 3 |
Citing documents used to
compute impact factor: 31
| Year | Title | |
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| 2024 | Ensemble Variance Reduction Methods for Stochastic Mixed-Integer Programming and their Application to the Stochastic Facility Location Problem. (2024). Sen, Suvrajeet ; Xu, Jiajun. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:2:p:587-599. Full description at Econpapers || Download paper | |
| 2024 | Distribution-free algorithms for predictive stochastic programming in the presence of streaming data. (2024). Sen, Suvrajeet ; Diao, Shuotao. In: Computational Optimization and Applications. RePEc:spr:coopap:v:87:y:2024:i:2:d:10.1007_s10589-023-00529-5. Full description at Econpapers || Download paper | |
| 2024 | Pricing and unauthorized channel strategies for a global manufacturer considering import taxes. (2024). Xiao, Tiaojun ; Zaccour, Georges ; Yu, Xiaohui. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:192:y:2024:i:c:s1366554524003752. Full description at Econpapers || Download paper | |
| 2024 | STUDY ON TAX COMPLIANCE AND DETECTION OF POSSIBLE TAX EVASION BEHAVIOR. (2024). Tulvinschi, Mihaela. In: European Journal of Accounting, Finance & Business. RePEc:scm:ejafbu:v:12:y:2024:i:1:p:142-148. Full description at Econpapers || Download paper | |
| 2024 | The predictive roles of financial indicators and governance scores on firmsâ¬â¢ emission performance in the tourism and hospitality industry. (2024). Olorunsola, Victor Oluwafemi ; Saydam, Mehmet Bahri ; Kseoglu, Mehmet Ali ; Arici, Hasan Evrim. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:6:p:1382-1403. Full description at Econpapers || Download paper | |
| 2024 | Chinas ESG scorecard: A predictive machine learning model. (2024). Angel, Vanessa ; Luo, Meiling ; David, Lemuel Kenneth ; Wang, Jianling. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:31:y:2024:i:4:p:3468-3486. Full description at Econpapers || Download paper | |
| 2024 | Measuring business impacts on the sustainability of European-listed firms. (2024). Stefanelli, Kevyn ; Levantesi, Susanna ; Decclesia, Rita Laura. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:96:y:2024:i:c:s0038012124002787. Full description at Econpapers || Download paper | |
| 2024 | Augmenting Monte Carlo Tree Search for managing service level agreements. (2024). Fadaki, Masih ; Asadikia, Atie. In: International Journal of Production Economics. RePEc:eee:proeco:v:271:y:2024:i:c:s092552732400063x. Full description at Econpapers || Download paper | |
| 2024 | Predictive day-ahead offering for renewable generators in uncertain spot and balancing markets. (2024). Feng, Wenxiu ; Nogales, Francisco Javier ; Mora, Carlos Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44216. Full description at Econpapers || Download paper | |
| 2024 | ESG integration in portfolio selection: A robust preference-based multicriteria approach. (2024). Tardella, Fabio ; Pla-Santamaria, David ; Garcia-Bernabeu, Ana ; Hilario-Caballero, Adolfo. In: Operations Research Perspectives. RePEc:eee:oprepe:v:12:y:2024:i:c:s2214716024000095. Full description at Econpapers || Download paper | |
| 2024 | Advancing ESG Portfolio Optimization: Methods, Progress, and Future Directions. (2024). Billah, Arisona Lestari. In: GATR Journals. RePEc:gtr:gatrjs:afr236. Full description at Econpapers || Download paper | |
| 2024 | Facility location decisions for drone delivery: A literature review. (2024). Dukkanci, Okan ; Campbell, James F ; Kara, Bahar Y. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:2:p:397-418. Full description at Econpapers || Download paper | |
| 2024 | Transmission planning in an imperfectly competitive power sector with environmental externalities. (2024). Boomsma, Trine K ; Moghimi, Farzad Hassanzadeh ; Siddiqui, Afzal S. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003189. Full description at Econpapers || Download paper | |
| 2024 | Nested Bendersâs decomposition of capacity-planning problems for electricity systems with hydroelectric and renewable generation. (2024). Sioshansi, Ramteen ; Yagi, Kenjiro. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-023-00469-9. Full description at Econpapers || Download paper | |
| 2024 | Twitter sentiments and stock indices returns with reference to nifty energy indices of India. (2024). Santhoshkumar, Sakthivel ; Selvam, Murugesan. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:125-136. Full description at Econpapers || Download paper | |
| 2024 | Stochastic programming for selective maintenance optimization with uncertainty in the next mission conditions. (2024). Nourelfath, Mustapha ; Ghorbani, Milad ; Gendreau, Michel. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:241:y:2024:i:c:s0951832023005380. Full description at Econpapers || Download paper | |
| 2024 | Perspective for waste upcycling-driven zero energy buildings. (2024). Yoon, Sung Min ; Lee, Jechan. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223034230. Full description at Econpapers || Download paper | |
| 2024 | Review of best practices for global cogeneration policy: Benchmarking and recommendations for Malaysia. (2024). Varbanov, Petar Sabev ; Manan, Zainuddin Abdul ; Wan, Sharifah Rafidah ; Lim, Jeng Shiun ; Tay, Zhi Xin. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s036054422402992x. Full description at Econpapers || Download paper | |
| 2024 | A Continuity Result for the Adjusted Normal Cone Operator. (2024). Giuli, Massimiliano ; Castellani, Marco. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:200:y:2024:i:2:d:10.1007_s10957-023-02326-w. Full description at Econpapers || Download paper | |
| 2024 | Multi-Objective Battery Coordination in Distribution Networks to Simultaneously Minimize CO 2 Emissions and Energy Losses. (2024). Gil-Gonzalez, Walter ; Montoya, Oscar Danilo ; Grisales-Norea, Luis Fernando. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:5:p:2019-:d:1348711. Full description at Econpapers || Download paper | |
| 2024 | Problem-based scenario generation by decomposing output distributions. (2024). Wallace, Stein ; Narum, Benjamin ; Fairbrother, Jamie. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:154-166. Full description at Econpapers || Download paper | |
| 2024 | BilevelJuMP.jl: Modeling and Solving Bilevel Optimization Problems in Julia. (2024). Garcia, Joaquim Dias ; Bodin, Guilherme ; Street, Alexandre. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:36:y:2024:i:2:p:327-335. Full description at Econpapers || Download paper | |
| 2024 | Quadratic regularization of bilevel pricing problems and application to electricity retail markets. (2024). van Ackooij, Wim ; Gaubert, Stephane ; Jacquet, Quentin ; Alasseur, Clemence. In: European Journal of Operational Research. RePEc:eee:ejores:v:313:y:2024:i:3:p:841-857. Full description at Econpapers || Download paper | |
| 2024 | Waste-heat recovery utilisation for district heating systems under diverse pricing schemes: A bi-level modelling approach. (2024). Monsalves, Juan Jerez ; Keles, Dogan ; Bergaentzle, Claire. In: Applied Energy. RePEc:eee:appene:v:375:y:2024:i:c:s0306261924014156. Full description at Econpapers || Download paper | |
| 2024 | Neural Term Structure of Additive Process for Option Pricing. (2024). Lin, Jimin ; Liu, Guixin. In: Papers. RePEc:arx:papers:2408.01642. Full description at Econpapers || Download paper | |
| 2024 | Pension funds with longevity risk: an optimal portfolio insurance approach. (2024). Mancinelli, Daniele ; di Giacinto, Marina ; Oliva, Immacolata ; Marino, Mario. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:119:y:2024:i:c:p:268-297. Full description at Econpapers || Download paper | |
| 2024 | New approximate stochastic dominance approaches for Enhanced Indexation models. (2024). Puerto, Justo ; Cesarone, Francesco. In: Papers. RePEc:arx:papers:2401.12669. Full description at Econpapers || Download paper | |
| 2024 | Editorial. (2024). Kalyagin, Valery ; Pardalos, Panos ; Guarracino, Mario R. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-024-00518-x. Full description at Econpapers || Download paper | |
| 2024 | Optimality conditions for differentiable linearly constrained pseudoconvex programs. (2024). Riccardi, Rossana ; Cambini, Riccardo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:47:y:2024:i:2:d:10.1007_s10203-024-00454-0. Full description at Econpapers || Download paper | |
| 2024 | Deep-Reinforcement-Learning-Based Vehicle-to-Grid Operation Strategies for Managing Solar Power Generation Forecast Errors. (2024). Jang, Moon-Jong ; Oh, Eunsung. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:9:p:3851-:d:1388386. Full description at Econpapers || Download paper | |
| 2024 | New aspects of black box conditional gradient: Variance reduction and one point feedback. (2024). Bogdanov, Alexander ; Veprikov, Andrey ; Beznosikov, Aleksandr ; Minashkin, Vladislav. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:189:y:2024:i:p1:s0960077924012062. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2024
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| 2024 | Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions. (2024). Liu, Kunpeng ; Zhang, Jinghan ; Xie, Henry. In: Papers. RePEc:arx:papers:2411.02558. Full description at Econpapers || Download paper | |
| 2024 | Developing hydrogen energy hubs: The role of H2 prices, wind power and infrastructure investments in Northern Norway. (2024). del Granado, Pedro Crespo ; Straus, Julian ; Svendsmark, Erik. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pa:s0306261924015137. Full description at Econpapers || Download paper | |
| 2024 | Extensions to Competitive Facility Location with Multi-purpose Trips. (2024). Miklas-Kalczynska, Malgorzata. In: Networks and Spatial Economics. RePEc:kap:netspa:v:24:y:2024:i:3:d:10.1007_s11067-024-09625-3. Full description at Econpapers || Download paper | |
| 2024 | Editorial. (2024). Kalyagin, Valery ; Pardalos, Panos ; Guarracino, Mario R. In: Computational Management Science. RePEc:spr:comgts:v:21:y:2024:i:1:d:10.1007_s10287-024-00518-x. Full description at Econpapers || Download paper |
Recent citations received in 2023
| Year | Citing document | |
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| 2023 | A return-diversification approach to portfolio selection. (2023). Giacometti, Rosella ; Martino, Manuel Luis ; Cesarone, Francesco ; Tardella, Fabio. In: Papers. RePEc:arx:papers:2312.09707. Full description at Econpapers || Download paper | |
| 2023 | Does renewable energy affect fossil fuel price? A timeâfrequency analysis for the Europe. (2023). de Giuli, Maria Elena ; Spelta, Alessandro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:626:y:2023:i:c:s0378437123006532. Full description at Econpapers || Download paper | |
| 2023 | Generalized Equilibrium Problems. (2023). Balaj, Mircea ; Serac, Dan Florin. In: Mathematics. RePEc:gam:jmathe:v:11:y:2023:i:9:p:2146-:d:1138725. Full description at Econpapers || Download paper | |
| 2023 | ESG Strategy and Financial Aspects Using the Example of an Oil and Gas Midstream Company: The UNIMOT Group. (2023). Nowodziski, Pawe ; Szczepaczyk, Marta ; Sikorski, Adam. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13396-:d:1234724. Full description at Econpapers || Download paper | |
| 2023 | Complementarity formulation of games with random payoffs. (2023). Riccardi, Rossana ; Oggioni, Giorgia ; Allevi, Elisabetta ; Lisser, Abdel. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00467-x. Full description at Econpapers || Download paper |
Recent citations received in 2022
| Year | Citing document | |
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| 2022 | Predicting Companies ESG Ratings from News Articles Using Multivariate Timeseries Analysis. (2022). Aue, Tanja ; Farber, Michael ; Jatowt, Adam. In: Papers. RePEc:arx:papers:2212.11765. Full description at Econpapers || Download paper | |
| 2022 | The American put with finiteâtime maturity and stochastic interest rate. (2022). de Angelis, Tiziano ; Palczewski, Jan ; Cai, Cheng. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:4:p:1170-1213. Full description at Econpapers || Download paper | |
| 2022 | On the exercise of American quanto options. (2022). De Donno, Marzia ; Battauz, Anna ; Sbuelz, Alessandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000870. Full description at Econpapers || Download paper |
Recent citations received in 2021
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10 most frequent citing series